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Designing RSS for a website

Hi,
i developed a shopping cart website, and now my client is asking for RSS feeds,
i dont know much about RSS and XML feeds, how can i do this?
when i opened sitepointforums.com in firefox web browser, on the address bar to the right i can see an icon "RSS FEEDS", in the same way when users open my website also will it be visible if i enable RSS feeds?

how to develope this RSS feeds for a website(only for 2 pages EVENTS and NEWS).can anyone please help me out..

thanks for the code SJH
and for tutorials AlexDawson,
i've a doubt regarding this, when we've a LIVE BOOKMARK of websites in a web browser, then why should we go for these RSS feeds?
The pupose is to make websites users stay tuned with our websites, right.
Then he/she can simply stay tuned to our website by bookmarking the site,
then what is the use of these RSS feeds?
can you please let me know this.
Many Thanks,

Live bookmarks make use of RSS feeds, so without an RSS feed, nobody can add a live bookmark of your site.

Okay,
understood, Thanks for the comeback SJH..
i now implemented RSS feeds for my website.
My another question is can i Display 3rd party websites like(BBC, CNN) NEWS on my website?
If so how can i do this?
Many Thanks.

Well there are scripts that allow you to do this, but to be perfectly honest you are better off not tapping other websites for your own content, it generally makes your website look like it can't come up with its own content and therefore they will avoid and just go straight to the news sources.